Access Statistics for Venus Khim-Sen Liew

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 2 8 36 253 10 33 180 1,226
A complementary test for ADF test with an application to the exchange rates returns 6 16 50 141 38 88 317 657
Are Asian Real Exchange Rates Stationary? 5 10 37 331 9 32 117 773
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 1 3 18 172 2 8 52 483
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 7 12 67 648 23 53 218 1,811
Calendar anomalies in the Malaysian stock market 11 25 74 259 24 66 251 781
Day-of-the-week effects in selected East Asian stock markets 2 8 29 51 3 16 78 129
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 7 7 7 7 8 8 8 8
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 3 5 34 251
Effects of STAR and TAR types nonlinearities on order selection criteria 0 3 16 193 2 19 83 653
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 32 70 234 1,416 128 296 906 4,241
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 3 11 228 8 21 88 1,017
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 2 7 25 257 18 58 170 1,372
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 10 34 129 1,299 49 112 399 3,104
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 10 24 97 936 29 66 264 2,529
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 39 115 394 2,136 147 394 1,504 7,355
Fisher hypothesis: East Asian evidence from panel unit root tests 3 10 19 69 8 17 51 127
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 5 10 41 375 14 35 181 1,107
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 1 2 10 40 2 4 49 197
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 2 9 36 337 6 19 102 975
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 3 14 161 13 34 112 744
Income convergence: fresh evidence from the Nordic countries 1 5 10 25 2 9 28 65
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 1 3 11 67 4 8 32 164
International Diversification Benefits in ASEAN Stock Markets: a Revisit 2 5 38 516 13 35 169 1,952
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 4 13 30 30 9 26 55 55
Linearity and stationarity of South Asian real exchange rates 0 5 10 72 1 12 33 161
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 1 8 16 16 5 22 36 36
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 6 21 61 10 22 70 162
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 3 16 163 1 8 35 386
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 6 21 439 4 15 68 983
On Autoregressive Order Selection Criteria 12 22 72 441 29 50 217 1,029
On Singaporean Dollar and Purchasing Power Parity 4 9 33 195 21 54 222 1,166
On Singaporean Dollar and Purchasing Power Parity 1 2 8 73 3 6 34 392
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 1 4 17 134 15 51 256 1,271
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 3 7 15 244 4 19 90 1,674
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 2 6 19 27 14 38 107 162
Real interest rate parity: evidence from East Asian economies relative to China 3 7 39 100 8 19 114 279
Real interest rates equalization: The case of Malaysia and Singapore 1 6 34 154 11 32 198 793
Testing for Non-Linearity in ASEAN Financial Markets 1 7 30 236 7 23 82 558
Testing nonlinear convergence in Malaysia,1965-2003 1 7 34 34 5 15 65 65
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 2 10 37 322 9 33 139 1,014
The Predictability of ASEAN-5 Exchange Rates 3 6 30 301 14 26 130 801
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 2 5 28 250 3 13 101 573
The real interest rate differential: international evidence based on nonlinear unit root tests 5 15 58 86 20 50 212 291
Time series modelling and forecasting of Sarawak black pepper price 2 8 28 86 8 23 110 369
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 2 13 187
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 17 34 146 1,295 87 213 961 5,654
Total Working Papers 217 588 2,145 14,676 851 2,208 8,741 49,782

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Asian real exchange rates stationary? 0 3 18 103 4 12 39 298
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 8 51 188
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 2 3 16 68 4 9 60 345
Day-of-the-week effects in Selected East Asian stock markets 3 4 25 47 7 11 69 130
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 3 5 14 28 6 16 60 104
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 3 22 2 5 22 111
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 5 14 66 3 15 51 330
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 3 10 37 152 4 23 135 481
Income Divergence? Evidence of Non-linearity in the East Asian Economies 3 9 15 57 4 15 32 221
Income convergence: fresh evidence from the Nordic countries 0 1 2 2 2 7 8 8
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 19 53 127 295
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 9 25 34
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 3 17 73 309
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 2 7 29 162
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 2 8 20 73 2 12 36 225
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 4 12 44 217
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 19 63 0 6 61 202
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 5 12 12 3 16 55 55
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 7 20 76 189
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 2 3 16 16 5 6 45 45
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 4 6 21 21 10 24 67 67
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 1 4 13 83 11 30 93 389
Time series test of nonlinear convergence and transitional dynamics 0 2 18 22 1 5 53 59
Which Lag Length Selection Criteria Should We Employ? 6 16 77 213 14 33 166 768
Total Journal Articles 29 85 340 1,059 120 371 1,477 5,232

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Statistics updated 2009-11-04